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[amibroker] Re: ^VLIC : The use of the D_ratio (for Steve)



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Steve,
I understand your comments, but there is a more tough question: If we 
make a 10 or 20-year study and it is consistent to some basic 
principles of the indicator and it is , hopefully, profitable, shall 
we expect a repetition of the 20-year scenario ?
The 20-year study may be VERY attractive to force us think in this 
way. Is it correct? I really doubt. 
Anyway, i will temporarily forget these hesitations and give some 
long-term descriptions, just for the dialogue. Give me some more time 
for the examples.
DT
>   Dimitris,
> 
>   We have visited this area before. The D-Ratio indicator falls 
apart once
> taken out of the last few years of bearish conditions. See the 
attached
> chart where D_Ratio for ^VLIC took us out of the ^NDX in mid 
November 1998
> at ~1460, and kept us on the sidelines as the ^NDX went to ~4700.
> 
>   I know you don't keep data back before 2000, but you should in my
> opinion - unless you are sure that the coming year will be like 
2000-2002
> and not like 1997-1999! Even if you do not backtest on 1997-1999 
data, you
> should be prepared to observe the behaviour of your excellent 
indicators
> during that period.
> 
>   Steve
> 
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